DZ Bank Call 25 AAG/D 20.12.2024
/ DE000DJ06C24
DZ Bank Call 25 AAG/D 20.12.2024/ DE000DJ06C24 /
2024-06-03 8:08:48 AM |
Chg.-0.026 |
Bid2:50:28 PM |
Ask2:50:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.040EUR |
-39.39% |
0.064 Bid Size: 25,000 |
0.094 Ask Size: 25,000 |
AUMANN AG INH O.N. |
25.00 - |
2024-12-20 |
Call |
Master data
WKN: |
DJ06C2 |
Issuer: |
DZ Bank AG |
Currency: |
EUR |
Underlying: |
AUMANN AG INH O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-04-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.35 |
Parity: |
-0.66 |
Time value: |
0.12 |
Break-even: |
26.20 |
Moneyness: |
0.74 |
Premium: |
0.42 |
Premium p.a.: |
0.91 |
Spread abs.: |
0.09 |
Spread %: |
300.00% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
4.71 |
Rho: |
0.02 |
Quote data
Open: |
0.040 |
High: |
0.040 |
Low: |
0.040 |
Previous Close: |
0.066 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-20.00% |
YTD |
|
|
-71.43% |
1 Year |
|
|
-60.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.030 |
1M High / 1M Low: |
0.070 |
0.013 |
6M High / 6M Low: |
0.140 |
0.013 |
High (YTD): |
2024-01-02 |
0.130 |
Low (YTD): |
2024-05-08 |
0.013 |
52W High: |
2023-12-29 |
0.140 |
52W Low: |
2023-10-30 |
0.009 |
Avg. price 1W: |
|
0.037 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.037 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.063 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.068 |
Avg. volume 1Y: |
|
51.969 |
Volatility 1M: |
|
942.05% |
Volatility 6M: |
|
584.75% |
Volatility 1Y: |
|
464.72% |
Volatility 3Y: |
|
- |